-29.6%
AFRM vs IWD
+107.4%
-137.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +1.5% |
| 7D | -10.3% | -0.6% | -9.7% | -8.7% |
| 30D | -13.7% | +3.6% | -17.3% | -22.4% |
| 3M | -11.6% | +2.7% | -14.2% | -17.8% |
| 6M | +2.1% | +13.2% | -11.1% | -29.8% |
| YTD | -8.9% | +26.8% | -35.6% | -56.2% |
| 1Y | -9.7% | +29.3% | -39.0% | -59.1% |
| 3Y | +202.5% | +85.1% | +117.3% | -52.6% |
| 5Y | -55.3% | +74.2% | -129.5% | -89.3% |
| All | -29.6% | +107.4% | -137.0% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling